+4,630.9%
STLD vs BIDU
+1,407.1%
+3,223.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.1% | -5.7% | -2.8% |
| 7D | +3.1% | +2.4% | +0.7% | +2.3% |
| 30D | -9.0% | -10.5% | +1.5% | -6.2% |
| 3M | -12.4% | -26.2% | +13.8% | -5.1% |
| 6M | +25.5% | -16.4% | +41.9% | +29.7% |
| YTD | +43.6% | -23.9% | +67.5% | +51.7% |
| 1Y | +87.2% | +1.3% | +85.9% | +78.2% |
| 3Y | +135.2% | -32.1% | +167.3% | +142.6% |
| 5Y | +290.9% | -39.0% | +329.8% | +275.6% |
| 10Y | +1,113.5% | -44.0% | +1,157.5% | +958.2% |
| All | +4,630.9% | +1,407.1% | +3,223.8% | +1,388.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BIDU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling